Oh yes I have done this multiple times in my life during my college days.
I remembered my brother used to gamble and he would win tons of cash during his experience. I envied him so I tried to mimic his techniques and methods by doing exactly the same that he did. Unfortunately, I learned the hard way about the nature of gambling revolving around luck. So when my brother asked me about my winnings, I lied in order to conceal my embarrassment from him.
Another thing, my father frequently bothered me with my gambling habits. I also told him that I stopped but in reality, I gambled in secrecy. While these experiences seemed to cover my failures and short-comings, I am not proud of those lies that I made.